Friday, March 15, 2013

Weekly Scoreboard*

Indices
  • S&P 500 1,560.70 +.61%
  • DJIA 14,514.1 +.81%
  • NASDAQ 3,249.06 +.15%
  • Russell 2000 952.48 +1.06%
  • Value Line Geometric(broad market) 407.93 +1.04%
  • Russell 1000 Growth 710.49 +.27%
  • Russell 1000 Value 798.75 +.94%
  • Morgan Stanley Consumer 951.01 +.84%
  • Morgan Stanley Cyclical 1,178.99 +1.39%
  • Morgan Stanley Technology 741.11 +.25%
  • Transports 6,272.67 +2.10%
  • Utilities 495.18 +1.37%
  • Bloomberg European Bank/Financial Services 96.52 -.62%
  • MSCI Emerging Markets 43.04 -2.14%
  • Lyxor L/S Equity Long Bias 1,138.39 +.26%
  • Lyxor L/S Equity Variable Bias 847.02 -.10%
Sentiment/Internals
  • NYSE Cumulative A/D Line 179,291 +.4%
  • Bloomberg New Highs-Lows Index 911 +289
  • Bloomberg Crude Oil % Bulls 34.48 -1.88%
  • CFTC Oil Net Speculative Position 228,195 -3.20%
  • CFTC Oil Total Open Interest 1,720,024 +.56%
  • Total Put/Call .85 -5.56%
  • OEX Put/Call .80 -45.21%
  • ISE Sentiment 129.0 +14.16%
  • NYSE Arms 1.01 +6.32%
  • Volatility(VIX) 11.30 -10.25%
  • S&P 500 Implied Correlation 55.49 +.09%
  • G7 Currency Volatility (VXY) 9.03 -2.90%
  • Smart Money Flow Index 11,488.19 +1.19%
  • Money Mkt Mutual Fund Assets $2.652 Trillion +.20%
  • AAII % Bulls 45.4 +46.2%
  • AAII % Bears 32.0 -16.8%
Futures Spot Prices
  • CRB Index 296.44 +.70%
  • Crude Oil 93.45 +1.72%
  • Reformulated Gasoline 316.38 -1.44%
  • Natural Gas 3.87 +6.84%
  • Heating Oil 293.90 -1.08%
  • Gold 1,592.60 +.91%
  • Bloomberg Base Metals Index 207.68 +.90%
  • Copper 352.05 +.13%
  • US No. 1 Heavy Melt Scrap Steel 352.67 USD/Ton unch.
  • China Iron Ore Spot 134.60 USD/Ton -8.0%
  • Lumber 404.40 +1.66%
  • UBS-Bloomberg Agriculture 1,545.72 +.52%
Economy
  • ECRI Weekly Leading Economic Index Growth Rate 6.3% -10 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1831 +8.99%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 114.24 +.21%
  • Citi US Economic Surprise Index 27.0 +6.9 points
  • Fed Fund Futures imply 56.0% chance of no change, 44.0% chance of 25 basis point cut on 3/20
  • US Dollar Index 82.26 -.55%
  • Yield Curve 174.0 -5 basis points
  • 10-Year US Treasury Yield 1.99% -5 basis points
  • Federal Reserve's Balance Sheet $3.147 Trillion +1.84%
  • U.S. Sovereign Debt Credit Default Swap 38.04 -2.49%
  • Illinois Municipal Debt Credit Default Swap 134.0 -2.19%
  • Western Europe Sovereign Debt Credit Default Swap Index 97.45 +1.1%
  • Emerging Markets Sovereign Debt CDS Index 171.34 +1.02%
  • Israel Sovereign Debt Credit Default Swap 129.91 +6.63%
  • Iraq Sovereign Debt Credit Default Swap 449.06 +5.10%
  • China Blended Corporate Spread Index 393.0 +1 basis point
  • 10-Year TIPS Spread 2.57% unch.
  • TED Spread 19.75 +.25 basis point
  • 2-Year Swap Spread 13.5 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -16.50 unch.
  • N. America Investment Grade Credit Default Swap Index 78.48 -3.72%
  • European Financial Sector Credit Default Swap Index 142.88 +2.96%
  • Emerging Markets Credit Default Swap Index 239.70 +.30%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 119.0 -11.0 basis points
  • M1 Money Supply $2.473 Trillion +.49%
  • Commercial Paper Outstanding 1,018.0 -.3%
  • 4-Week Moving Average of Jobless Claims 346,800 -2,000
  • Continuing Claims Unemployment Rate 2.4% unch.
  • Average 30-Year Mortgage Rate 3.63% +11 basis points
  • Weekly Mortgage Applications 823.70 -4.7%
  • Bloomberg Consumer Comfort -31.6 +.8 point
  • Weekly Retail Sales +2.7% +10 basis points
  • Nationwide Gas $3.70/gallon -.01/gallon
  • Baltic Dry Index 880.0 +5.51%
  • China (Export) Containerized Freight Index 1,110.77 unch.
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 235,174 -5.64%
Best Performing Style
  • Small-Cap Value +1.44%
Worst Performing Style
  • Mid-Cap Growth +.26%
Leading Sectors
  • Disk Drives +6.0%
  • Defense +3.3%
  • Computer Hardware +3.3%
  • Hospitals +3.0%
  • Coal +2.8%
Lagging Sectors
  • Medical Equipment -1.1% 
  • Telecom -1.3%
  • Alt Energy -1.4%
  • Internet -2.0%
  • Steel -4.4%
Weekly High-Volume Stock Gainers (22)
  • EGL, IMMR, CSII, MW, P, BIOS, AMBA, GNMK, PCRX, FSYS, BONT, ADNC, NFP, DYN, WAGE, WAIR, ADVS, PRIM, SQI, HPTX, HTWR and ICON
Weekly High-Volume Stock Losers (8)
  • GOV, STAN, DKS, ESC, SHOS, ANGO, SLCA and VHC
Weekly Charts
ETFs
Stocks
*5-Day Change

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